Related papers: Subordinated Compound Poisson processes of order $…

We consider the so-called Dickman subordinator, whose Levy measure has density 1/x restricted to the interval (0,1). The marginal density of this process, known as the Dickman function, appears in many areas of mathematics, from number…

Quadratic Poisson tensors of the Dufour-Haraki classification read as a sum of an $r$-matrix induced structure twisted by a (small) compatible exact quadratic tensor. An appropriate bigrading of the space of formal Poisson cochains then…

We consider a discrete-time version of a Hawkes process defined as a Poisson auto-regressive process whose parameters depend on the past of the trajectory. We allow these parameters to take on negative values, modelling inhibition. More…

We study a general non-homogeneous Skellam-type process with jumps of arbitrary fixed size. We express this process in terms of a linear combination of Poisson processes and study several properties, including the summation of independent…

Fractional Poisson processes, a rapidly growing area of non-Markovian stochastic processes, are useful in statistics to describe data from counting processes when waiting times are not exponentially distributed. We show that the fractional…

In this paper, the weak convergence of additive functionals of processes with locally independent increments and with Markov switching in the scheme of Poisson approximation is proved. For the relative compactness, a method proposed by R.…

New generalized Poisson structures are introduced by using suitable skew-symmetric contravariant tensors of even order. The corresponding `Jacobi identities' are provided by conditions on these tensors, which may be understood as cocycle…

We study couples of interpolators, the differentials they generate and their associated commutator theorems. An essential part of our analysis is the study of the intrinsic symmetries of the process. Since we work without any compatibility…

We study dynamic self-organisation and order-disorder transitions in a two-dimensional system of self-propelled particles. Our model is a variation of the Vicsek model, where particles align the motion to their neighbours but repel each…

The simulation of correlated multivariate Poisson processes with negative correlation between their components has many important applications in Finance, Insurance, Geophysics, and many other areas of applied probability. Introduced in our…

We introduce the modular class of a Poisson map. We look at several examples and we use the modular classes of Poisson maps to study the behavior of the modular class of a Poisson manifold under different kinds of reduction. We also discuss…

We report the discovery of a mixed orientational structure in the quasi-one-dimensional fluid of hard non-spherical bodies with the exact calculation of the thermodynamic and structural quantities using the transfer operator method. The…

In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…

The order-$k$ Voronoi tessellation of a locally finite set $X \subseteq \mathbb{R}^n$ decomposes $\mathbb{R}^n$ into convex domains whose points have the same $k$ nearest neighbors in $X$. Assuming $X$ is a stationary Poisson point process,…

First-order separability of a spatio-temporal point process plays a fundamental role in the analysis of spatio-temporal point pattern data. While it is often a convenient assumption that simplifies the analysis greatly, existing…

This paper presents an identity between the multivariate and univariate saddlepoint approximations applied to sample path probabilities for a certain class of stochastic processes. This class, which we term the recursively compounded…

In this paper, we first study the Poisson reductions of controlled Hamiltonian (CH) system and symmetric CH system by controllability distributions. These reductions are the extension of Poisson reductions by distribution for Poisson…

This paper considers random processes of the form $X_{n+1}=a_nX_n+b_n \pmod p$ where $p$ is odd, $X_0=0$, $(a_0,b_0), (a_1,b_1), (a_2,b_2),...$ are i.i.d., and $a_n$ and $b_n$ are independent with $P(a_n=2)=P(a_n=(p+1)/2)=1/2$ and…

We describe three different approaches to the extended (N=2) supersymmetrization of the multicomponent KP hierarchy. In the first one we utilize only superfermions while in the second only superbosons and in the third superbosons as well as…

Tensor transpose is a higher order generalization of matrix transpose. In this paper, we use permutations and symmetry group to define? the tensor transpose. Then we discuss the classification and composition of tensor transposes.…